I have also put them in the Kettle, in the last 20 min of the boil. I have heard of people adding them to the secondary also. Be warned tho, Raisins can have wild yeasts that could make your beer have off flavors.
I participated in a beerswap with a group of other guys on the Aleuminati. The beer was a Belgian Double, We all had the same recipe with our own variations of the recipe. One of the guys added raisins to the secondary, and it mellowed out the flavors and made it taste entirely different than everyone else's.
Cheers
Preston